You would need a system to manage state. I can think of two ways to do this: Cookies, records.
For instance, if you save the value of every field in cookies when they click next, if they refresh the page you can then check the cookie to see if the fields have already been filled out and validate them, then send them on to page 2 (probably save the page number in a cookie as well just to make sure they did infact hit next, don't forget to validate the stored values to make sure noone is trying to do something nefarious).
References:
- JavaScript Cookies
- Apex Cookies (note there are questions on this site with other users having issues with accessing cookies via apex in lwcs)
This same thing can be achieved via a record in SFDC. When the next button is clicked, save information to a record in the DB and when a refresh is performed make sure to pull this information out. This approach will take extra steps to make sure that you are working with the same user in the same session, I would also expect some amount of record bloat so you may want an automated process to clean up unfinished records after a certain period.
It may also help to create a "continue where you left off" pop up to give users the ability to start over if they wish.